-5.6%
NCLH vs TYL
-6.4%
+0.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.7% |
| 7D | -6.5% | -3.7% | -2.8% | -5.8% |
| 30D | -23.3% | +18.7% | -42.0% | -26.2% |
| 3M | -18.6% | +18.1% | -36.7% | -21.7% |
| 6M | -26.2% | -1.1% | -25.1% | -26.1% |
| YTD | -30.2% | -19.8% | -10.4% | -24.9% |
| 1Y | -39.2% | -34.3% | -4.8% | -28.7% |
| All | -5.6% | -6.4% | +0.9% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling